相关论文: q-Gaussian distributions. Simplifications and simu…

The starting point of this work is a theorem due to Maxwell characterizing the distribution of a Gaussian vector with at least two coordinates. We define the Gaussian orthogonal, unitary and symplectic tensor ensembles for notions of real…

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

We present a brief introduction to the theory of multiple orthogonal polynomials on the basis of known results for an important class of measures known as Nikishin systems. For type I and type II multiple orthogonal polynomials with respect…

This paper presents new geometric aspects of the behaviors of solutions to the porous medium equation (PME) and its associated equation. First we discuss the Legendre structure with information geometry on the manifold of generalized…

We present methods that can provide an exponential savings in the resources required to perform dynamic parameter estimation using quantum systems. The key idea is to merge classical compressive sensing techniques with quantum control…

We introduce bivariate versions of the continuous q-Hermite polynomials. We obtain algebraic properties for them (generating function, explicit expressions in terms of the univariate ones, backward difference equations and recurrence…

We present randomized algorithms for sampling the standard Gaussian distribution restricted to a convex set and for estimating the Gaussian measure of a convex set, in the general membership oracle model. The complexity of integration is…

We provide theoretical procedures and practical recipes to simulate non-Gaussian correlated, homogeneous random fields with prescribed marginal distributions and cross-correlation structure, either in a N-dimensional Cartesian space or on…

The random matrix ensembles (RMT) of quantum statistical Hamiltonian operators, e.g.Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

We present a new primitive for quantum algorithms that implements a discrete Hermite transform efficiently, in time that depends logarithmically in both the dimension and the inverse of the allowable error. This transform, which maps basis…

We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of…

In the present paper combinatorial identities involving q-dual sequences or polynomials with coefficients q-dual sequences are derived. Further, combinatorial identities for q-binomial coefficients(Gaussian coefficients), q-Stirling numbers…

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

This paper introduces a new generalized polynomial chaos expansion (PCE) comprising multivariate Hermite orthogonal polynomials in dependent Gaussian random variables. The second-moment properties of Hermite polynomials reveal a weakly…

In this study, a numerical quadrature for the generalized inverse Gaussian distribution is derived from the Gauss-Hermite quadrature by exploiting its relationship with the normal distribution. The proposed quadrature is not Gaussian, but…

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

See cond-mat/0010425 and cond-mat/0010426.

We study asymptotic distribution of zeros of random holomorphic sections of high powers of positive line bundles defined over projective homogenous manifolds. We work with a wide class of distributions that includes real and complex…

We consider the distribution of quadratic Gauss paths, polygonal paths joining partial sums of quadratic Gauss sums to square-free fundamental discriminant moduli in a dyadic range [Q,2Q]. We prove that this striking ensemble converges in…